Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
Year of publication: |
2014
|
---|---|
Authors: | Kauermann, Göran ; Meyer, Renate |
Published in: |
Computational Statistics. - Springer. - Vol. 29.2014, 1, p. 283-306
|
Publisher: |
Springer |
Subject: | Archimedean copula | Finite mixture model | Penalized marginal likelihood | Markov Chain Monte Carlo | Quadratic programming |
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